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This is the preliminary program for the 2009 Joint Statistical
Meetings in Washington, DC.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2009 Program page |
= Applied Session,
= Theme Session,
= Presenter
414
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Wed, 8/5/09, 8:30 AM - 10:20 AM | CC-143A |
| Particle Learning - Topic Contributed - Papers | ||
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Section on Bayesian Statistical Science |
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| Organizer(s): Hedibert F. Lopes, The University of Chicago | ||
| Chair(s): Hedibert F. Lopes, The University of Chicago | ||
| 8:35 AM |
Parameter Estimation for General State-Space Models: A Review —  Jonathan R. Stroud, The George Washington University
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| 8:55 AM |
Particle Learning in Autoregressive Models with Structured Priors — Raquel Prado, University of California, Santa Cruz; Hedibert F. Lopes, The University of Chicago
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| 9:15 AM |
Sequential Monte Carlo in Model Comparison: Example in Cellular Dynamics in Systems Biology — Chiranjit Mukherjee, Duke University; Y. Tanouchi, Duke University; L. You, Duke University; Mike West, Duke University
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| 9:35 AM |
Sequential Monte Carlo Methods for Long Memory Stochastic Volatility Models — Christian Macaro, Duke University; Hedibert F. Lopes, The University of Chicago
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| 9:55 AM |
The Role of Options, Stochastic Volatility, and Jumps in the Interest Rate Risk Premia Dynamics — Bruno P. Lund, Chicago Booth School of Business; Hedibert F. Lopes, The University of Chicago
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| 10:15 AM | Floor Discussion | |
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JSM 2009
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |